Dynamics of hierarchical clustering in stocks market during financial crises
We examine the behaviors of stocks in the Stock Exchange of Thailand (SET) during financial crises from 2008 to 2020 by using a variety of indicators such as average entropy, average correlation, and average Fisher information distance. All of these indicators increased dramatically during a financi...
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| 格式: | Article |
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2023
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| 在線閱讀: | https://repository.li.mahidol.ac.th/handle/123456789/86906 |
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